+141.1%
BP vs DVA
+41.6%
+99.4%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.6% | +0.1% | +1.7% |
| 7D | +4.0% | +2.0% | +2.0% | +3.8% |
| 30D | +7.8% | -0.4% | +8.2% | +7.8% |
| 3M | +8.4% | -7.7% | +16.0% | +9.0% |
| 6M | +15.1% | +20.0% | -4.9% | +12.9% |
| YTD | +36.4% | +61.1% | -24.7% | +29.2% |
| 1Y | +40.9% | +33.9% | +7.0% | +36.1% |
| 3Y | +38.8% | +91.5% | -52.7% | +26.9% |
| 5Y | +141.1% | +41.8% | +99.3% | +128.8% |
| All | +141.1% | +41.6% | +99.4% | +128.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded DVA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling